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单词 delta
释义

delta

Definition
Rate of change in the price of an option relative to price of the underlying futures contract or asset (security). It is between 0 and +1 for calls and between 0 and -1 for puts, and indicates the probability of an option to be in-the-money by its expiration date. Also called hedge ratio.
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更新时间:2025/4/23 4:55:58